相关论文: Do Bayesian Neural Networks Need To Be Fully Stoch…

In recent times we hear increasingly often about cyber attacks on various commercial and strategic sites that manage to escape any defense. In this article, we model such attacks on networks via stochastic processes and predict the time of…

Our goal is to develop a partial ordering method for comparing stochastic choice functions on the basis of their individual rationality. To this end, we assign to any stochastic choice function a one-parameter class of deterministic choice…

One of the most challenging tasks when adopting Bayesian Networks (BNs) is the one of learning their structure from data. This task is complicated by the huge search space of possible solutions, and by the fact that the problem is NP-hard.…

Understanding real-world dynamical phenomena remains a challenging task. Across various scientific disciplines, machine learning has advanced as the go-to technology to analyze nonlinear dynamical systems, identify patterns in big data, and…

Optimum parameter estimation methods require knowledge of a parametric probability density that statistically describes the available observations. In this work we examine Bayesian and non-Bayesian parameter estimation problems under a…

Achieving robust uncertainty quantification for deep neural networks represents an important requirement in many real-world applications of deep learning such as medical imaging where it is necessary to assess the reliability of a neural…

We consider the Bayesian optimal filtering problem: i.e. estimating some conditional statistics of a latent time-series signal from an observation sequence. Classical approaches often rely on the use of assumed or estimated transition and…

Bayesian neural networks offer better estimates of model uncertainty compared to frequentist networks. However, inference involving Bayesian models requires multiple instantiations or sampling of the network parameters, requiring…

There is currently a renewed interest in the Bayesian predictive approach to statistics. This paper offers a review on foundational concepts and focuses on predictive modeling, which by directly reasoning on prediction, bypasses inferential…

The computational costs of inference and planning have confined Bayesian model-based reinforcement learning to one of two dismal fates: powerful Bayes-adaptive planning but only for simplistic models, or powerful, Bayesian non-parametric…

Real-life statistical samples are often plagued by selection bias, which complicates drawing conclusions about the general population. When learning causal relationships between the variables is of interest, the sample may be assumed to be…

Bayesian optimization is a sequential method for minimizing objective functions that are expensive to evaluate and about which few assumptions can be made. By using all gathered data to train a Gaussian process model for the function and…

Subset selection is a valuable tool for interpretable learning, scientific discovery, and data compression. However, classical subset selection is often avoided due to selection instability, lack of regularization, and difficulties with…

The last decade witnessed a growing interest in Bayesian learning. Yet, the technicality of the topic and the multitude of ingredients involved therein, besides the complexity of turning theory into practical implementations, limit the use…

Bayesian optimization is a sample-efficient method for solving expensive, black-box optimization problems. Stochastic programming concerns optimization under uncertainty where, typically, average performance is the quantity of interest. In…

We introduce a novel stochastic regularization technique for deep neural networks, which decomposes a layer into multiple branches with different parameters and merges stochastically sampled combinations of the outputs from the branches…

Neural-network models of high-level brain functions such as memory recall and reasoning often rely on the presence of stochasticity. The majority of these models assumes that each neuron in the functional network is equipped with its own…

Stacking is a widely used model averaging technique that asymptotically yields optimal predictions among linear averages. We show that stacking is most effective when model predictive performance is heterogeneous in inputs, and we can…

We develop a new method for stochastic optimization using the Bayesian statistics approach. More precisely, we optimize parameters of chess engines as those data are available to us, but the method should apply to all situations where we…

The human brain copes with sensory uncertainty in accordance with Bayes' rule. However, it is unknown how the brain makes predictions in the presence of parameter uncertainty. Here, we tested whether and how humans take parameter…